+51.2%
MSFT vs ADBE
-54.8%
+106.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.1% |
| 7D | -1.4% | -10.1% | +8.7% | +1.6% |
| 30D | -1.0% | -3.0% | +2.0% | -0.3% |
| 3M | +20.2% | +5.0% | +15.2% | +17.0% |
| 6M | +21.3% | -9.3% | +30.6% | +22.8% |
| YTD | +2.8% | -26.5% | +29.3% | +9.9% |
| 1Y | 0.0% | -28.3% | +28.2% | +7.3% |
| 3Y | +51.2% | -54.1% | +105.3% | +78.2% |
| All | +51.2% | -54.8% | +106.0% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADBE.
Daily Out/Under-Performance
Portfolio return minus ADBE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADBE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ADBE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling